ABS Sector Close-Up

November 17, 2003, 12:00 a.m. EST 1 Min Read

Year to date as of Nov 12

		Coupon Type		Market		Average Life Buckets

Asset Class	Volume Pub/144A	Fixed Rate	Floating Rate	Public	144A	0.0 to 0.9	1.0 to 2.9	3.0 to 5.9	6.0 to 7.9	8.0 to 11.0

Aircraft Leases	3,229	2,202	1,027		3,229	2,202		457	361	208
Auto Loans/Recs	65,301	50,174	15,127	61,696	3,605	18,375	34,275	12,468	125	35
Cash	599	249	350		599	599
Commercial Loans	311	188	123		311		311
Corp Bond/Note	4,923	1,743	3,147		4,923	2,560		750	468	1,144
Corporate Loans	6,668	554	6,080		6,668	1,725	774	161	2,150	1,835
Credit Card Rec	58,321	17,892	40,429	57,469	851	18,075	5,408	30,337	2,000	2,500
Equip Loans	177		177		177	177
Equip. Leases	8,001	4,614	3,388	5,558	2,443	2,996	4,098	832	75
Floorplan Recs	6,926	2,132	4,794	6,610	316	2,132	1,271	3,524
Franchisee Loans	228	228			228				109
Home Impr Loans	8	8			8	8
Junk Bonds	4,429	450	3,980		4,429	1,066			1,743	1,621
Leases	628	628			628					178
Loans	2,998		2,998		2,998	2,998
Mnfrd Housing Ct	714	593	121	575	139		103	186	11	359
Mutual Fund Fees	342	116	226		342	342
Non-Jumbo Mtg Ln	63,188	24,258	36,436	55,932	7,256	29,645	13,419	18,443	1,256	275
Oil Receivables	750	750			750	750
Preferred Sec	2,061	651	1,385		2,061	854		108	177	921
Prv Issued Sec	1,863	1,123	615	162	1,701	1,863
Rental Car Rec.	3,625	2,400	1,225	500	3,125	1,500	230	1,895
Rev Cred/Home Eq	192,281	78,178	104,348	171,360	20,921	82,524	60,105	43,786	3,741	1,898
Sm Business Loan	1,045		1,045		1,045	401		644
Struc Fin Credit	24,259	4,976	19,246		24,259	11,154	758	3,821	4,860	3,584
Student Loans	34,205	1,900	26,043	27,933	6,272	10,382	5,691	9,032	6,636	1,352
Tax Liens	86	86			86		86
Ticket Rec	210		210		210	210
Timeshare Loans	303	245	58		303		303
Tobacco Receives	154	154			154			154
Trade Recs	225	105	120		225	225
Unspecified/NA	667	542	125		667	667

Note: Figures are preliminary and subject to change. Data includes U.S. deals and dollar Euro 144As.Source: Thomson Financial

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